+498.1%
LDOS vs TXT
+90.7%
+407.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.4% | -4.8% | -0.6% | -4.4% |
| 30D | +4.9% | -10.6% | +15.5% | +7.5% |
| 3M | +7.2% | -13.2% | +20.4% | +10.5% |
| 6M | -24.2% | -20.3% | -3.9% | -20.6% |
| YTD | -25.8% | -9.3% | -16.6% | -24.6% |
| 1Y | -24.7% | -2.7% | -22.0% | -24.8% |
| 3Y | +39.3% | +1.4% | +37.9% | +36.7% |
| 5Y | +43.3% | +9.6% | +33.8% | +36.8% |
| 10Y | +278.6% | +94.9% | +183.7% | +207.1% |
| All | +498.1% | +90.7% | +407.3% | +433.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling